+222.1%
MAS vs SPY
+311.6%
-89.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | +1.1% |
| 7D | +4.6% | -4.7% | +9.3% | +9.8% |
| 30D | +19.9% | -5.9% | +25.8% | +27.4% |
| 3M | +8.9% | -4.5% | +13.4% | +14.0% |
| 6M | +20.2% | +1.8% | +18.4% | +18.0% |
| YTD | +33.9% | +8.3% | +25.6% | +23.6% |
| 1Y | +34.7% | +9.3% | +25.3% | +23.1% |
| 3Y | +60.4% | +74.9% | -14.5% | -10.0% |
| 5Y | +43.5% | +67.3% | -23.8% | -15.5% |
| All | +222.1% | +311.6% | -89.5% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling